Quadratic Form (statistics)

Quadratic Form (statistics)

If is a vector of random variables, and is an -dimensional symmetric matrix, then the scalar quantity

is known as a quadratic form in .

Read more about Quadratic Form (statistics):  Expectation, Variance, Examples of Quadratic Forms

Famous quotes containing the word form:

    The dignity of art probably appears most eminently with music since it does not have any material that needs to be discounted. Music is all form and content and elevates and ennobles everything that it expresses.
    Johann Wolfgang Von Goethe (1749–1832)